+57.7%
TXN vs DIS
-41.1%
+98.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.5% |
| 7D | -0.1% | -2.6% | +2.5% | +0.9% |
| 30D | -6.9% | +3.5% | -10.4% | -8.4% |
| 3M | -14.9% | +6.8% | -21.8% | -17.7% |
| 6M | +29.0% | +3.0% | +26.0% | +26.2% |
| YTD | +51.5% | -6.7% | +58.2% | +53.7% |
| 1Y | +41.6% | -10.1% | +51.6% | +45.6% |
| 3Y | +65.8% | +33.0% | +32.8% | +39.4% |
| All | +57.7% | -41.1% | +98.8% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling